[R] new to R coding.

[Robert Baer]

Not quite sure what you were trying to do, but try the slight modification 
below and see if it works for you:
x = c (2434.1, 2463.7, 2451.6, 2444.5, 2431.3, 2436.3, 2412.6, 2417.9, 
2380.1,
  2366.2,
  2349.1, 2373.9, 2336.9, 2335.0, 2297.1, 2291.1, 2278.6, 2289.9, 2314.5, 
2328.8,
  2322.0, 2337.3, 2345.8, 2355.1, 2348.4, 2321.1, 2307.4, 2331.0, 2313.6, 
2286.9,
  2293.2, 2298.3, 2313.8, 2325.9, 2297.1, 2277.0, 2259.7, 2269.2, 2236.7, 
2249.3,
  2254.8, 2255.4, 2238.4, 2254.8, 2230.5, 2216.0, 2230.3, 2250.0, 2234.3, 
2222.8,
  2224.5, 2226.1, 2234.9, 2263.9, 2238.0, 2259.7, 2250.3, 2258.9, 2283.9, 
2298.2,
  2266.2, 2275.0, 2263.0, 2247.9, 2221.6, 2240.7, 2231.6, 2239.5, 2221.1)
#extraction of the stock index returns

n=length(x)
d=diff (log(x)) # daily log returns
# d is shorter than x
n=length(d)
# to get dx to index in the loop it must be defined before loop begins
dx = NULL
for (i in 2:n) {
dx[i]=(d[i])/(d[i-1])
# delta doesn't really do anything so I commented out
# delta=dx[i]
} # this is what I have tried to do.


-----Original Message----- 
From: tynashy
Sent: Monday, October 24, 2011 11:29 AM
To: r-help at r-project.org
Subject: Re: [R] new to R coding.


I am new to R coding and I am trying to model the returns on the ftse100
since 1990. I have got a vector with all the closing values on each trading
day. however, instead of using the difference in the closing values of two
consecutive days, (ie dx=diff(x) where x is the vector containing the
closing values), i wanted to use the quotient of the two closing values. I
have tried the following without any luck

> x = c (2434.1 2463.7 2451.6 2444.5 2431.3 2436.3 2412.6 2417.9 2380.1
> 2366.2
  2349.1 2373.9 2336.9 2335.0 2297.1 2291.1 2278.6 2289.9 2314.5 2328.8
  2322.0 2337.3 2345.8 2355.1 2348.4 2321.1 2307.4 2331.0 2313.6 2286.9
  2293.2 2298.3 2313.8 2325.9 2297.1 2277.0 2259.7 2269.2 2236.7 2249.3
  2254.8 2255.4 2238.4 2254.8 2230.5 2216.0 2230.3 2250.0 2234.3 2222.8
  2224.5 2226.1 2234.9 2263.9 2238.0 2259.7 2250.3 2258.9 2283.9 2298.2
  2266.2 2275.0 2263.0 2247.9 2221.6 2240.7 2231.6 2239.5 2221.1)
#extraction of the stock index returns

> n=length(x)
> d=diff (log(x)) # daily log returns

> for (i in 2:n) {
+ dx[i]=(d[i])/(d[i-1])
+ delta=dx[i]
+ } # this is what I have tried to do.
how do i do this properly in R please.


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------------------------------------------
Robert W. Baer, Ph.D.
Professor of Physiology
Kirksville College of Osteopathic Medicine
A. T. Still University of Health Sciences
800 W. Jefferson St.
Kirksville, MO 63501
660-626-2322
FAX 660-626-2965